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MRCI's End of Day Prices
Daily Futures Price Listing Tue June 23, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul09 090623 1152.25 1182.00 1152.25 1179.00 +27.50 67,108 80,302 -5,141
Aug09 090623 1085.00 1116.00 1085.00 1114.00 +24.00 16,947 58,580 +2,395
Sep09 090623 1024.00 1048.00 1023.25 1048.00 +25.00 4,228 18,048 +924
Nov09 090623 979.25 1005.75 979.00 1004.50 +23.50 45,505 225,142 +3,492
Jan10 090623 988.00 1013.00 988.00 1012.00 +23.50 2,334 24,490 +39
Mar10 090623 991.00 1008.25 990.75 1008.25 +23.00 1,404 17,123 -408
May10 090623 973.00 997.00 973.00 996.50 +23.50 1,106 8,616 -36
Total Volume and Open Interest 141,699 462,230 +2,128
Soybean Meal(CBOT)
Jul09 090623 377.50 389.00 375.70 388.50 +11.50 28,225 37,787 -7,354
Aug09 090623 350.70 361.60 350.40 361.60 +9.30 10,498 25,903 +29
Sep09 090623 325.00 334.60 325.00 334.60 +7.60 3,111 20,979 +497
Oct09 090623 306.00 314.50 300.90 314.50 +8.00 1,558 17,210 -84
Dec09 090623 300.50 309.10 299.40 308.30 +7.30 13,815 67,101 +2,267
Jan10 090623 296.90 305.00 296.90 304.40 +6.90 1,104 4,944 +71
Mar10 090623 295.00 301.00 295.00 300.40 +6.60 392 4,198 -29
May10 090623 290.80 296.00 290.80 295.40 +7.10 63 5,518 +8
Total Volume and Open Interest 58,899 187,974 -4,555
Soybean Oil(CBOT)
Jul09 090623 35.95 36.95 35.90 36.93 +1.00 26,788 52,820 -1,939
Aug09 090623 36.19 37.08 36.05 37.08 +1.01 7,340 36,182 -188
Sep09 090623 36.26 37.25 36.20 37.25 +1.02 4,814 29,462 +685
Oct09 090623 36.71 37.40 36.70 37.40 +1.03 1,676 15,241 +440
Dec09 090623 36.76 37.76 36.70 37.76 +1.03 12,897 93,551 +1,514
Jan10 090623 37.05 38.09 37.05 38.09 +1.05 493 7,607 +132
Mar10 090623 37.78 38.34 37.60 38.34 +1.06 198 3,062 -52
May10 090623 37.76 38.46 37.75 38.46 +1.05 524 3,899 +117
Total Volume and Open Interest 55,564 251,106 +1,129
Canola(WCE)
Jul09 090623 457.5 465.0 457.5 463.4 +5.3 2,442 17,433 -661
Nov09 090623 454.1 461.0 446.0 458.1 +4.0 5,305 82,656 +62
Jan10 090623 458.9 462.6 458.9 462.6 +3.8 13 8,818 -5
Mar10 090623 466.9 466.9 466.9 466.9 +3.8 0 1,462 +0
May10 090623 468.0 468.0 468.0 468.0 +3.8 0 496 +0
Total Volume and Open Interest 7,760 111,462 -604
Corn(CBOT)
Jul09 090623 387.00 389.75 380.50 389.00 +3.75 93,048 175,767 -7,115
Sep09 090623 394.25 398.00 389.00 397.25 +3.75 45,978 252,373 +7,161
Dec09 090623 406.25 409.75 401.00 409.00 +3.50 78,226 361,458 +6,283
Mar10 090623 417.25 421.00 412.75 420.50 +3.50 7,755 59,801 +363
May10 090623 427.50 429.25 421.25 428.50 +3.50 1,721 12,604 +885
Jul10 090623 435.00 436.25 429.50 435.50 +3.00 2,676 36,253 +583
Total Volume and Open Interest 234,675 968,125 +10,350
Wheat(CBOT)
Jul09 090623 546.00 552.25 540.75 546.75 +0.75 35,548 64,687 -3,518
Sep09 090623 575.75 581.25 570.00 575.75 +0.75 17,498 128,515 +2,266
Dec09 090623 600.25 608.00 596.25 600.50 -1.00 16,740 86,515 +704
Mar10 090623 616.00 623.00 614.00 617.50 -1.00 1,827 11,105 +554
May10 090623 627.25 630.25 625.00 628.75 -1.50 61 1,120 +1
Total Volume and Open Interest 74,027 334,755 +282
Wheat(KCBT)
Jul09 090623 604.00 609.75 601.00 604.00 unch 8,298 22,608 -937
Sep09 090623 614.00 620.00 612.00 614.50 +0.50 4,006 30,534 +843
Dec09 090623 629.75 636.00 627.75 630.00 +0.25 3,258 29,013 +35
Mar10 090623 648.00 650.50 643.25 645.25 +0.25 383 2,612 +88
May10 090623 653.00 657.75 652.25 653.75 +2.75 4 458 -4
Total Volume and Open Interest 16,237 95,805 +45
Wheat(MGE)
Jul09 090623 693.00 703.75 690.00 701.50 +8.00 1,423 3,700 -1,035
Sep09 090623 689.75 697.50 687.00 693.25 +3.50 2,216 12,848 +287
Dec09 090623 701.50 708.00 699.00 705.00 +3.50 1,088 9,247 +122
Mar10 090623 713.00 719.25 711.00 715.75 +2.50 446 2,489 +78
May10 090623 718.50 724.25 717.25 719.50 +0.50 337 780 +190
Total Volume and Open Interest 5,691 34,546 -353
Oats(CBOT)
Jul09 090623 204.25 208.00 202.75 208.00 +4.50 330 2,658 -33
Sep09 090623 212.75 217.50 211.75 217.50 +4.50 275 2,538 +55
Dec09 090623 226.75 231.00 225.00 231.00 +4.50 1,699 7,617 +253
Mar10 090623 239.25 244.00 238.50 244.00 +4.50 1,069 1,194 +1,049
Total Volume and Open Interest 3,373 14,008 +1,324
Rough Rice(CBOT)
Jul09 090623 12.19 12.39 12.10 12.34 +0.19 262 1,523 -65
Sep09 090623 12.21 12.53 12.12 12.42 +0.25 268 4,274 -86
Nov09 090623 12.22 12.54 12.20 12.48 +0.27 18 1,980 +4
Jan10 090623 12.58 12.63 12.44 12.63 +0.19 0 262 +0
Total Volume and Open Interest 568 8,455 -129
Live Cattle(CME)
Jun09 090623 81.475 81.900 81.450 81.850 +0.375 1,319 6,149 -589
Aug09 090623 82.830 83.600 82.580 83.330 +0.480 11,833 108,394 -156
Oct09 090623 88.250 88.900 88.250 88.785 +0.250 4,672 57,120 +1,222
Dec09 090623 88.950 89.550 88.950 89.350 +0.300 1,840 26,385 +512
Feb10 090623 89.850 90.230 89.635 90.035 +0.485 796 9,783 -305
Apr10 090623 91.035 91.550 90.750 91.400 +0.320 684 5,040 +489
Total Volume and Open Interest 21,194 214,632 +1,211
Feeder Cattle(CME)
Aug09 090623 98.800 99.900 98.750 99.700 +0.770 1,338 14,653 -238
Sep09 090623 99.050 99.850 99.000 99.785 +0.900 436 2,165 +21
Oct09 090623 99.135 99.650 98.900 99.550 +0.500 377 4,591 +55
Nov09 090623 99.500 99.750 98.950 99.700 +0.400 107 1,035 -13
Jan10 090623 98.900 98.900 98.100 98.600 +0.200 19 343 +1
Mar10 090623 97.500 97.500 97.500 97.500 +0.200 9 54 +6
Apr10 090623 97.500 97.500 97.000 97.500 +0.600 6 20 +0
Total Volume and Open Interest 2,292 22,865 -168
Lean Hogs(CME)
Jul09 090623 60.535 60.735 59.250 60.130 -0.320 6,527 16,661 -881
Aug09 090623 60.800 61.350 59.330 60.450 -0.400 14,474 63,787 +1,487
Oct09 090623 56.950 57.150 55.900 56.450 -0.430 4,386 27,132 -236
Dec09 090623 58.750 58.750 57.500 57.800 -0.880 2,344 18,746 +445
Feb10 090623 64.400 64.400 63.300 63.830 -0.770 444 4,219 +197
Apr10 090623 68.035 68.900 67.500 68.900 +0.365 147 1,796 +78
May10 090623 73.725 74.785 73.500 74.785 -0.190 1 172 +0
Jun10 090623 76.200 76.850 75.850 76.850 +0.400 151 983 +61
Total Volume and Open Interest 28,495 133,989 +1,175
Pork Bellies(CME)
Jul09 090623 62.250 64.250 62.250 63.200 +1.300 32 317 -3
Aug09 090623 62.900 64.600 62.900 64.300 +1.600 91 401 +9
Feb10 090623 90.300 90.300 90.300 90.300 unch 11 106 +0
Mar10 090623 90.000 90.000 89.400 89.400 unch 0 41 +0
May10 090623 93.000 93.000 93.000 93.000 unch      
Total Volume and Open Interest 134 865 +6
Class III Milk(CME)
Jun09 090623 9.95 9.98 9.94 9.94 unch 73 5,147 -4
Jul09 090623 10.04 10.13 10.03 10.10 +0.05 145 4,159 +22
Aug09 090623 10.65 10.80 10.60 10.73 +0.11 204 3,770 -38
Sep09 090623 11.50 11.62 11.41 11.57 +0.10 304 3,460 +59
Oct09 090623 12.39 12.50 12.33 12.41 -0.01 152 3,069 +11
Total Volume and Open Interest 1,810 28,784 +307
Cocoa(ICE)
Jul09 090623 2456 2474 2455 2474 +21 47 469 -38
Sep09 090623 2475 2499 2466 2489 +9 5,070 54,522 -2,671
Dec09 090623 2504 2518 2491 2510 +7 1,099 27,312 +321
Mar10 090623 2505 2522 2500 2514 +4 1,143 15,622 +250
May10 090623 2523 2530 2517 2521 +3 14 3,699 +6
Jul10 090623 2526 2526 2516 2526 +1 14 3,572 +2
Sep10 090623 2517 2525 2515 2525 -2 0 2,242 +0
Total Volume and Open Interest 7,387 111,454 -2,130
Coffee "C"(ICE)
Jul09 090623 117.15 118.00 115.15 116.15 -1.55 3,142 1,031 -8,995
Sep09 090623 120.15 120.60 117.85 118.95 -1.50 10,964 68,703 -390
Dec09 090623 122.70 123.25 120.80 121.75 -1.45 1,637 23,566 +690
Mar10 090623 125.35 125.90 123.50 124.55 -1.35 909 11,524 -601
May10 090623 126.75 126.75 126.00 126.65 -1.20 70 3,206 +44
Jul10 090623 128.25 128.45 128.25 128.25 -1.35 32 1,253 -3
Total Volume and Open Interest 16,840 111,749 -9,176
Orange Juice(ICE)
Jul09 090623 75.10 75.60 73.90 75.45 +0.40 1,171 6,133 -1,198
Sep09 090623 78.80 78.80 76.25 78.00 -0.40 2,274 18,140 +349
Nov09 090623 81.40 81.40 79.40 81.25 -0.35 180 4,417 +84
Jan10 090623 84.50 84.65 82.80 84.65 -0.30 70 964 +37
Mar10 090623 87.90 87.90 86.25 87.80 -0.40 32 787 +28
May10 090623 91.25 91.25 90.00 91.15 -0.25 3 90 +3
Total Volume and Open Interest 3,730 30,762 -697
Sugar #11(ICE)
Jul09 090623 15.00 15.89 14.99 15.86 +0.79 29,828 105,731 -9,035
Oct09 090623 16.20 17.00 16.11 16.98 +0.74 44,942 292,918 +8,841
Mar10 090623 17.17 17.99 17.10 17.95 +0.75 7,597 143,471 -19
May10 090623 16.90 17.58 16.90 17.57 +0.61 676 34,127 -42
Jul10 090623 16.80 17.29 16.80 17.27 +0.58 1,124 66,741 +91
Total Volume and Open Interest 86,041 748,888 -94
Sugar #14(ICE)
Sep09 090623 22.50 22.50 22.45 22.45 -0.04 45 2,495 -20
Total Volume and Open Interest 45 2,495 -20
London Cocoa(LCE)
Jul09 090623 1562 1578 1558 1570 +14 5,309 46,556 -1,028
Sep09 090623 1588 1602 1585 1597 +13 8,930 39,081 -2,048
Dec09 090623 1588 1605 1588 1601 +15 4,292 29,730 -52
Mar10 090623 1590 1600 1588 1600 +14 2,046 27,202 +777
May10 090623 1590 1600 1590 1600 +10 737 14,335 +302
Jul10 090623 1597 1601 1597 1601 +11 85 4,296 -7
Sep10 090623 1595 1595 1595 1595 +9 161 2,586 +133
Total Volume and Open Interest 21,560 166,824 -1,923
London Coffee(LCE)
London Sugar(LCE)
Aug09 090623 427.10 439.20 427.00 438.50 +15.60 2,311 31,639 -219
Oct09 090623 438.80 451.90 438.70 450.50 +15.90 1,117 30,194 +514
Dec09 090623 448.00 459.00 447.00 458.50 +15.60 76 8,381 -22
Mar10 090623 454.70 465.50 454.70 465.00 +15.40 124 8,716 -49
May10 090623 461.00 461.00 458.00 460.40 +12.60 0 1,396 +0
Total Volume and Open Interest 3,628 82,602 +224
Cotton(ICE)
Jul09 090623 50.56 51.57 50.15 51.10 +0.59 3,386 5,827 -2,854
Oct09 090623 53.50 54.18 52.96 53.89 +0.48 450 2,576 -20
Dec09 090623 55.49 56.23 54.96 55.87 +0.38 10,509 86,766 +228
Mar10 090623 58.30 58.52 57.65 58.52 +0.43 244 10,671 +9
May10 090623 58.98 59.85 58.98 59.85 +0.46 102 635 -13
Jul10 090623 60.80 61.14 60.80 61.14 +0.50 29 1,739 +1
Total Volume and Open Interest 14,751 110,282 -2,665
Lumber(CME)
Jul09 090623 209.9 210.1 200.9 200.9 -10.0 234 1,913 -11
Sep09 090623 232.8 233.4 222.8 222.9 -9.9 409 5,387 -31
Nov09 090623 224.1 227.3 217.2 222.5 -4.7 144 1,116 +14
Jan10 090623 240.0 244.8 234.9 237.7 -7.2 21 690 +14
Total Volume and Open Interest 809 9,153 -13
Crude Oil(NYM)
Aug09 090623 67.15 69.68 66.37 69.24 +1.74 271,060 277,906 +9,020
Sep09 090623 68.06 70.47 67.22 70.03 +1.71 52,217 132,773 +4,351
Oct09 090623 68.86 71.14 68.23 70.71 +1.64 12,839 48,189 +2,264
Nov09 090623 69.55 71.55 68.78 71.33 +1.56 9,111 29,241 +2,075
Dec09 090623 70.20 72.33 69.36 71.87 +1.50 35,780 154,537 +1,650
Jan10 090623 70.00 72.28 70.00 72.28 +1.45 3,970 28,115 +1,808
Feb10 090623 71.43 72.77 71.43 72.64 +1.40 1,629 19,765 +744
Mar10 090623 71.20 73.30 71.20 73.02 +1.38 1,388 18,179 +311
Apr10 090623 73.06 73.41 72.93 73.41 +1.35 909 9,539 +386
May10 090623 72.66 73.85 72.29 73.81 +1.33 588 9,320 +204
Jun10 090623 72.60 74.64 72.60 74.21 +1.31 5,542 45,007 +1,025
Jul10 090623 73.67 74.96 72.73 74.58 +1.31 1,509 37,887 +198
Aug10 090623 73.81 74.90 73.49 74.90 +1.30 389 5,486 +82
Sep10 090623 73.83 75.23 73.83 75.23 +1.30 1,901 9,941 +1,574
Oct10 090623 75.56 75.56 75.56 75.56 +1.29 342 4,903 +87
Nov10 090623 75.90 75.90 75.90 75.90 +1.29 1,139 7,243 +427
Total Volume and Open Interest 534,305 1,161,516 -3,345
e-miNY Crude Oil(NYM)
Jun09 090515 58.475 58.925 56.075 56.350 -1.675 9,865 5,162 -184
Jul09 090528 62.975 65.425 62.750 65.075 +2.625 8,778 3,598 +199
Aug09 090623 67.225 69.675 66.375 69.250 +1.750 11,714 2,860 +1,059
Sep09 090623 67.950 70.425 67.375 70.025 +1.700 201 363 +91
Oct09 090623 68.650 70.700 68.325 70.700 +1.625 4 104 -1
Nov09 090623 70.900 71.325 70.900 71.325 +1.550 0 22 +0
Dec09 090623 71.000 71.875 71.000 71.875 +1.500 4 104 +0
Jan10 090623 72.275 72.275 72.275 72.275 +1.450      
Feb10 090623 72.650 72.650 72.650 72.650 +1.400      
Mar10 090623 73.025 73.025 73.025 73.025 +1.375 0 1 +0
Total Volume and Open Interest 11,923 3,512 -2,287
Heating Oil(NYM)
Jul09 090623 172.95 177.66 170.72 176.90 +4.15 30,600 32,890 -4,792
Aug09 090623 176.92 182.16 175.00 181.39 +4.56 17,834 52,561 +1,939
Sep09 090623 180.83 186.42 179.68 185.68 +4.69 5,309 34,710 +837
Oct09 090623 183.76 189.92 183.50 189.45 +4.68 1,994 23,368 +14
Nov09 090623 187.60 192.90 186.87 192.47 +4.64 2,634 15,121 +495
Dec09 090623 190.65 196.23 189.00 195.44 +4.64 5,285 33,971 +408
Jan10 090623 195.35 198.81 194.84 198.44 +4.64 1,969 15,490 +503
Feb10 090623 198.02 200.76 196.75 200.39 +4.64 623 9,489 -6
Mar10 090623 196.50 201.84 196.50 201.39 +4.69 617 6,886 -32
Apr10 090623 198.75 202.00 197.18 201.59 +4.69 507 5,390 -21
May10 090623 199.00 202.49 199.00 202.19 +4.69 395 5,748 -13
Jun10 090623 197.50 202.99 197.50 202.99 +4.64 1,088 15,280 +114
Total Volume and Open Interest 69,863 288,935 -319
Gasoline(NYMEX)
Jul09 090623 185.78 191.32 183.68 189.32 +3.35 50,855 36,429 -8,652
Aug09 090623 185.70 191.03 183.18 189.07 +3.52 49,940 74,163 +3,462
Sep09 090623 183.90 190.36 182.90 188.69 +3.83 21,086 44,645 +991
Oct09 090623 175.30 180.14 173.79 178.57 +4.25 9,246 21,781 +500
Nov09 090623 174.93 178.27 172.54 177.44 +4.44 6,260 10,690 +958
Dec09 090623 172.86 179.17 172.80 178.09 +4.51 6,312 13,226 +236
Jan10 090623 177.71 180.50 174.98 180.27 +4.44 2,826 6,155 +1,493
Feb10 090623 179.79 182.77 179.79 182.77 +4.44 479 2,120 +27
Mar10 090623 182.61 185.57 182.60 185.57 +4.44 840 3,071 +332
Apr10 090623 199.42 199.42 199.42 199.42 +4.44 297 2,858 +107
Total Volume and Open Interest 148,882 223,533 -630
e-miNY RBOB Gasoline(NYM)
Jul09 090623 1.86 1.86 1.86 1.89 +0.03 0 1 +0
Aug09 090623 189.07 189.07 189.07 189.07 +3.52 2 2 +2
Sep09 090623 188.69 188.69 188.69 188.69 +3.83      
Oct09 090623 178.57 178.57 178.57 178.57 +4.25      
Total Volume and Open Interest 2 5 +2
Natural Gas(NYM)
Jul09 090623 3.933 4.000 3.827 3.879 -0.054 69,266 51,555 -7,053
Aug09 090623 4.049 4.132 3.952 4.007 -0.064 36,193 100,604 -583
Sep09 090623 4.165 4.238 4.075 4.129 -0.058 10,736 88,501 +1,876
Oct09 090623 4.410 4.420 4.265 4.324 -0.057 7,680 75,635 +859
Nov09 090623 4.994 5.036 4.890 4.946 -0.070 1,955 32,396 +254
Dec09 090623 5.665 5.699 5.504 5.598 -0.068 2,586 42,834 +344
Jan10 090623 5.960 5.976 5.838 5.903 -0.060 2,871 35,438 -76
Feb10 090623 5.963 5.995 5.870 5.938 -0.055 379 19,131 -40
Mar10 090623 5.925 5.930 5.804 5.868 -0.060 1,108 37,288 +77
Apr10 090623 5.805 5.805 5.690 5.743 -0.060 1,105 35,058 -174
May10 090623 5.838 5.838 5.735 5.788 -0.058 448 15,420 +165
Jun10 090623 5.941 5.941 5.850 5.883 -0.058 446 8,759 -60
Jul10 090623 5.998 6.010 5.950 5.996 -0.055 407 7,967 +4
Aug10 090623 6.120 6.120 6.045 6.083 -0.055 44 9,507 +15
Sep10 090623 6.170 6.170 6.110 6.143 -0.055 67 6,777 -26
Oct10 090623 6.310 6.310 6.205 6.258 -0.053 291 16,259 -12
Total Volume and Open Interest 136,317 712,824 -4,138
Brent Crude Oil(ICE)
Aug09 090623 66.89 69.25 65.90 68.80 +1.82 99,813 160,676 -11,757
Sep09 090623 67.37 69.84 66.58 69.40 +1.73 36,462 113,471 +3,320
Oct09 090623 68.13 70.43 67.31 70.01 +1.65 21,903 57,896 +994
Nov09 090623 68.30 70.97 68.14 70.71 +1.61 10,958 24,852 +184
Dec09 090623 69.00 71.80 68.83 71.35 +1.56 19,055 86,979 -2,376
Jan10 090623 70.00 71.92 69.71 71.88 +1.52 3,133 23,298 +420
Feb10 090623 70.50 72.39 70.21 72.36 +1.49 2,180 15,422 +38
Mar10 090623 70.99 72.85 70.71 72.83 +1.46 1,143 9,437 +577
Apr10 090623 71.54 73.32 71.54 73.30 +1.44 760 5,377 -96
May10 090623 74.00 74.00 73.74 73.74 +1.40 856 4,610 -202
Jun10 090623 72.40 74.35 72.18 74.15 +1.36 2,178 29,464 -582
Jul10 090623 74.54 74.54 74.54 74.54 +1.35 695 8,537 -225
Aug10 090623 74.89 74.89 74.89 74.89 +1.35 395 5,995 +89
Sep10 090623 75.24 75.24 75.24 75.24 +1.34 325 2,385 -13
Total Volume and Open Interest 208,591 684,904 -13,634
Gas Oil(ICE)
Jul09 090623 548.50 566.50 543.50 550.25 +2.25 32,177 103,778 -6,472
Aug09 090623 557.25 577.50 555.00 560.75 +1.75 26,114 71,700 -2,281
Sep09 090623 569.00 587.75 566.00 571.25 +1.00 12,172 45,479 -2,308
Oct09 090623 579.25 596.75 576.50 581.25 +0.75 4,001 33,611 -331
Nov09 090623 587.75 606.25 586.50 590.50 +0.25 2,000 21,529 -231
Dec09 090623 596.00 614.00 595.00 599.00 +0.25 8,754 63,209 -908
Jan10 090623 605.00 619.25 605.00 608.25 +0.25 2,380 27,535 -859
Feb10 090623 612.25 626.75 612.25 616.00 +0.50 964 13,872 +14
Mar10 090623 618.50 633.00 618.50 622.25 +0.50 1,061 15,788 -138
Apr10 090623 625.50 639.00 625.50 628.50 +0.50 478 8,116 +13
Total Volume and Open Interest 93,814 500,226 -15,532
Ethanol(CBOT)
Jun09 090603 1.750 1.750 1.750 1.750 -0.030 15 94 -17
Jul09 090623 1.685 1.690 1.665 1.687 +0.007 93 576 +16
Aug09 090623 1.660 1.670 1.660 1.670 +0.002 42 540 +26
Sep09 090623 1.655 1.655 1.655 1.655 -0.001 41 358 +10
Oct09 090623 1.660 1.660 1.640 1.657 +0.003 15 278 +3
Nov09 090623 1.650 1.660 1.650 1.655 +0.005 10 333 +6
Dec09 090623 1.660 1.660 1.660 1.660 +0.010 19 428 -6
Jan10 090623 1.670 1.670 1.650 1.653 -0.002 12 422 +7
Total Volume and Open Interest 277 4,258 +92
US Dollar Index(ICE)
Sep09 090623 81.195 81.285 80.040 80.175 -0.965 5,027 18,092 +401
Dec09 090623 81.080 81.080 80.410 80.570 -0.940 0 2,066 +0
Mar10 090623 80.835 80.835 80.835 80.835 -0.875      
Total Volume and Open Interest 5,027 20,158 +401
Australian Dollar(CME)
Sep09 090623 78.20 79.33 77.40 79.02 +0.66 56,354 79,832 +3,152
Dec09 090623 77.40 78.78 76.96 78.52 +0.66 17 258 +7
Mar10 090623 78.01 78.01 77.35 78.01 +0.66 0 15 +0
Total Volume and Open Interest 56,371 80,106 +3,159
British Pound(CME)
Sep09 090623 163.35 164.73 162.06 164.52 +1.10 94,116 83,928 +2,273
Dec09 090623 163.14 164.64 162.26 164.48 +1.10 55 238 -8
Mar10 090623 164.47 164.47 162.26 164.47 +1.08      
Total Volume and Open Interest 94,171 84,168 +2,265
Canadian Dollar(CME)
Sep09 090623 86.72 87.28 86.36 86.88 +0.04 44,580 72,839 +203
Dec09 090623 86.75 87.29 86.45 86.94 +0.04 39 2,051 +15
Mar10 090623 86.76 87.35 86.56 87.02 +0.04 5 467 -3
Jun10 090623 87.15 87.37 86.66 87.12 +0.04 16 95 +0
Total Volume and Open Interest 44,640 75,586 +215
Japanese Yen(CME)
Sep09 090623 104.38 105.51 104.33 105.09 +0.72 64,670 67,105 +959
Dec09 090623 105.08 105.62 104.52 105.24 +0.72 1 154 +1
Mar10 090623 105.48 105.60 104.78 105.48 +0.70 0 14 +0
Total Volume and Open Interest 64,671 67,274 +960
Swiss Franc(CME)
Sep09 090623 92.15 94.08 91.99 93.82 +1.64 36,395 33,921 +2,492
Dec09 090623 93.97 94.21 92.20 93.97 +1.64 0 39 +0
Mar10 090623 94.18 94.18 92.56 94.18 +1.62      
Total Volume and Open Interest 36,395 33,960 +2,492
EuroFX(CME)
Sep09 090623 138.48 141.03 138.21 140.76 +2.14 154,347 109,428 -674
Dec09 090623 139.62 140.98 138.25 140.74 +2.13 13 423 -2
Mar10 090623 140.75 140.75 138.40 140.75 +2.11 0 324 +0
Total Volume and Open Interest 154,360 110,178 -676
Mexican Peso(CME)
Jul09 090623 748.5 748.5 747.8 748.5 +0.8      
Aug09 090623 744.5 744.5 743.8 744.5 +0.8      
Total Volume and Open Interest 11,392 39,211 +418
30-Year T-Bonds(CBOT)
Sep09 090623 116~100 117~145 115~260 117~065 +0~270 166,922 684,715 -9,574
Dec09 090623 114~260 116~000 114~200 115~280 +0~270 13 390 +4
Mar10 090623 114~315 114~315 114~045 114~315 +0~270 0 51 +0
Total Volume and Open Interest 166,935 685,159 -14,220
10-Year T-Notes(CBOT)
Sep09 090623 115~070 115~190 114~175 115~155 +0~110 612,918 1,024,724 -50,167
Dec09 090623 113~285 114~015 113~225 114~015 +0~110 2 14 +0
Mar10 090623 113~015 113~015 112~225 113~015 +0~110      
Total Volume and Open Interest 612,920 1,024,738 -65,984
5-Year T-Notes(CBOT)
Sep09 090623 113~117 114~014 113~086 114~002 +0~018 269,486 766,407 -33,419
Dec09 090623 112~086 112~086 112~068 112~086 +0~018 0 500 +0
Mar10 090623 112~086 112~086 112~068 112~086 +0~018      
Total Volume and Open Interest 276,554 789,465 -37,593
2 Year T-Notes(CBOT)
Sep09 090623 107~116 107~127 107~104 107~123 +0~008 169,235 536,781 +16,116
Dec09 090623 107~068 107~068 107~056 107~064 +0~008      
Mar10 090623 107~064 107~064 107~056 107~064 +0~008      
Total Volume and Open Interest 170,506 539,179 +15,449
Eurodollars(CME)
Sep09 090623 99.250 99.280 99.240 99.275 +0.020 239,030 1,077,269 -102
Dec09 090623 99.005 99.060 98.975 99.055 +0.050 304,349 891,257 +4,296
Mar10 090623 98.745 98.805 98.690 98.795 +0.055 284,245 733,814 +3,718
Jun10 090623 98.370 98.435 98.305 98.420 +0.050 243,308 543,334 +5,719
Sep10 090623 97.985 98.045 97.915 98.030 +0.045 248,455 463,456 +3,277
Dec10 090623 97.600 97.625 97.500 97.610 +0.040 194,384 580,637 -6,495
Mar11 090623 97.195 97.255 97.130 97.240 +0.035 150,415 335,956 +8,401
Jun11 090623 96.825 96.885 96.760 96.870 +0.035 116,794 316,988 +2,275
Sep11 090623 96.495 96.555 96.430 96.545 +0.035 58,388 216,046 -18,628
Dec11 090623 96.210 96.250 96.125 96.240 +0.030 57,890 146,545 -2,667
Mar12 090623 96.000 96.040 95.910 96.025 +0.025 49,053 108,950 -3,159
Jun12 090623 95.805 95.840 95.715 95.830 +0.025 49,371 111,998 +2,890
Sep12 090623 95.650 95.685 95.560 95.670 +0.025 19,457 67,697 -727
Dec12 090623 95.485 95.535 95.410 95.515 +0.025 13,389 58,467 -331
Mar13 090623 95.390 95.445 95.325 95.425 +0.030 14,893 63,968 +1,081
Jun13 090623 95.290 95.335 95.210 95.310 +0.030 12,690 29,980 +1,378
Sep13 090623 95.155 95.235 95.120 95.215 +0.035 6,592 40,145 -167
Dec13 090623 95.050 95.120 95.005 95.105 +0.040 6,708 28,002 +43
Total Volume and Open Interest 2,105,539 6,054,154 +4,875
30 Day Federal Funds(CBOT)
Jun09 090623 99.783 99.783 99.780 99.780 unch 4,983 55,366 -1,283
Jul09 090623 99.775 99.785 99.775 99.780 unch 4,595 49,829 +1,294
Aug09 090623 99.760 99.765 99.760 99.765 unch 2,309 42,770 +211
Sep09 090623 99.745 99.745 99.735 99.740 unch 2,386 31,283 +633
Oct09 090623 99.730 99.730 99.715 99.720 unch 3,174 31,869 +368
Nov09 090623 99.680 99.685 99.670 99.680 unch 7,364 58,262 +1,155
Total Volume and Open Interest 44,640 415,652 +1,829
30 Day Fed Funds(e-CBOT)
Jun09 090519 99.805 99.810 99.800 99.805 -0.005 4,060 48,665 -408
Jul09 090519 99.790 99.795 99.790 99.790 -0.010 5,385 41,577 +291
Aug09 090519 99.770 99.780 99.770 99.780 +0.005 5,737 37,356 +148
Sep09 090519 99.750 99.765 99.750 99.765 +0.015 3,734 31,001 +374
Oct09 090519 99.735 99.745 99.730 99.745 +0.015 5,755 31,232 +484
Nov09 090519 99.690 99.700 99.690 99.700 +0.015 4,682 48,902 +609
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Sep09 090623 99.50 99.50 99.50 99.50 unch      
Dec09 090623 99.50 99.50 99.50 99.50 unch      
Mar10 090623 99.50 99.50 99.50 99.50 unch      
Jun10 090623 99.47 99.47 99.47 99.47 unch      
Sep10 090623 99.42 99.42 99.42 99.42 unch      
Dec10 090623 99.37 99.37 99.37 99.37 unch      
Mar11 090623 99.29 99.29 99.29 99.29 unch      
Jun11 090623 99.22 99.22 99.22 99.22 unch      
Sep11 090623 99.22 99.22 99.22 99.22 unch      
Dec11 090623 99.03 99.03 99.03 99.03 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090623 99.50 99.50 99.50 99.50 unch 49 9,378 +166
Dec09 090623 99.50 99.50 99.50 99.50 unch 0 3,074 +0
Mar10 090623 99.51 99.51 99.49 99.49 unch 0 2,498 +0
Jun10 090623 99.46 99.46 99.46 99.46 unch 0 1,023 +0
Sep10 090623 99.41 99.41 99.41 99.41 unch 0 281 +0
Dec10 090623 99.36 99.36 99.36 99.36 unch 0 252 +0
Mar11 090623 99.28 99.28 99.28 99.28 unch 0 412 +0
Jun11 090623 99.22 99.22 99.22 99.22 unch 0 52 +0
Total Volume and Open Interest 49 18,219 -274
Japanese Gov't Bonds(SGX)
Sep09 090623 137.21 137.45 137.21 137.37 +0.22 1,532 15,806 -800
Dec09 090623 136.98 136.98 136.98 136.98 +0.22      
Mar10 090623 136.75 136.75 136.75 136.75 +0.22      
Total Volume and Open Interest 1,532 15,589 -217
Euro-Bund(EUREX)
Sep09 090623 120.30 120.32 119.85 120.23 +0.54 715,874 851,266 -3,093
Dec09 090623 118.80 118.93 118.75 118.93 +0.54 431 53 +0
Mar10 090623 118.66 118.66 118.66 118.66 +0.45      
Total Volume and Open Interest 716,305 851,319 -3,093
Euro-Bobl(EUREX)
Sep09 090622 114.82 114.97 114.67 114.95 +0.30 306,661 639,977 +6,307
Dec09 090623 113.66 113.66 113.66 113.66 -0.05 111 78 -2
Mar10 090623 113.35 113.35 113.35 113.35 +0.05      
Total Volume and Open Interest 334,100 652,402 -1,319
3-Mth Euribor(EUREX)
Jun09 090519 98.885 98.895 98.845 98.845 -0.050 2 10,374 +4,965
Sep09 090615 98.785 98.820 98.780 98.810 +0.035 0 14,453 -137
Dec09 090623 98.775 98.780 98.750 98.770 -0.010 18 4,827 +0
Total Volume and Open Interest 3,002 32,595 +989
Long Gilt(LIFFE)
Jun09 090623 119~00 119~10 118~32 119~09 +0~24 377 38,731 -249
Sep09 090623 117~21 117~26 117~06 117~23 +0~05 67,233 218,035 -2,079
Total Volume and Open Interest 67,836 256,769 -2,076
3-Mth Short Sterling(LIFFE)
Sep09 090623 98.77 98.81 98.77 98.81 +0.03 54,048 277,518 +11,189
Dec09 090623 98.59 98.62 98.56 98.61 +0.02 49,958 256,659 +5,983
Mar10 090623 98.37 98.38 98.30 98.36 +0.01 57,818 361,335 +4,990
Jun10 090623 97.92 97.94 97.82 97.90 +0.01 40,388 276,970 +4,071
Sep10 090623 97.44 97.48 97.34 97.42 +0.01 37,067 241,418 -5,285
Dec10 090623 96.90 96.97 96.82 96.91 unch 22,324 192,463 +1,765
Total Volume and Open Interest 302,273 1,968,989 +26,781
3-Mth Euribor(LIFFE)
Sep09 090623 98.875 98.900 98.860 98.885 +0.005 114,050 652,127 +2,699
Dec09 090623 98.775 98.795 98.735 98.770 unch 116,999 522,176 +5,748
Mar10 090623 98.630 98.670 98.580 98.620 -0.005 123,035 488,603 -4,121
Total Volume and Open Interest 732,500 3,133,828 +27,141
3-Mth Aus T-Bills(SFE)
Sep09 090623 96.78 96.82 96.78 96.80 +0.02 17,434 289,918 +670
Dec09 090623 96.61 96.69 96.61 96.67 +0.06 16,857 195,167 +292
Mar10 090623 96.24 96.33 96.23 96.32 +0.10 8,613 115,182 -3,385
Jun10 090623 95.73 95.86 95.73 95.84 +0.12 3,463 78,039 -290
Sep10 090623 95.27 95.37 95.26 95.36 +0.12 2,398 47,503 +493
Dec10 090623 94.85 94.96 94.85 94.94 +0.11 1,146 28,747 +32
Mar11 090623 94.50 94.60 94.50 94.58 +0.12 595 16,147 +155
Jun11 090623 94.21 94.26 94.17 94.23 +0.10 1,001 10,443 +418
Sep11 090623 93.90 93.96 93.90 93.92 +0.09 427 3,035 +185
Dec11 090623 93.64 93.64 93.64 93.64 +0.11 105 891 +105
Total Volume and Open Interest 52,044 785,807 -1,320
10-Year Aus T-Bonds(SFE)
Sep09 090623 94.30 94.45 94.30 94.43 -0.09 29,292 281,662 +4,533
Dec09 090623 94.38 94.38 94.38 94.38 +0.14      
Total Volume and Open Interest 37,199 305,415 -2,770
3-Year Aus T-Bonds(SFE)
Sep09 090615 95.33 95.44 95.33 95.43 +0.10 92,166 274,628 +58,123
Dec09 090623 95.18 95.18 95.18 95.18 +0.13      
Total Volume and Open Interest 88,090 393,078 -43,013
Gold(CMX)
Jun09 090623 921.9 926.5 917.3 923.9 +3.3 73 533 +2
Aug09 090623 922.5 927.4 913.2 924.3 +3.3 57,557 229,514 -1,830
Oct09 090623 923.6 928.7 915.0 925.6 +3.2 457 11,935 +92
Dec09 090623 925.6 930.0 915.8 926.9 +3.2 1,034 48,212 +364
Feb10 090623 925.9 930.5 919.0 928.1 +3.1 78 14,507 +52
Apr10 090623 924.8 931.8 921.7 929.4 +3.1 111 15,411 -12
Jun10 090623 923.3 933.1 923.3 931.2 +3.0 1,236 9,146 -1,185
Aug10 090623 933.2 933.2 933.2 933.2 +3.0 0 3,053 +0
Oct10 090623 935.4 935.4 935.4 935.4 +3.0 0 1,237 +0
Dec10 090623 937.4 940.0 937.4 938.0 +3.0 2,487 13,121 +216
Feb11 090623 941.0 941.0 941.0 941.0 +3.0 0 12 +0
Apr11 090623 944.3 944.3 944.3 944.3 +3.0      
Total Volume and Open Interest 64,694 373,641 -3,372
Silver(CMX)
Jul09 090623 1372.0 1388.0 1359.5 1384.5 +14.0 21,656 36,144 -845
Sep09 090623 1376.5 1391.0 1363.5 1387.6 +13.8 8,223 34,698 +4,416
Dec09 090623 1381.5 1395.0 1369.5 1391.7 +13.8 1,620 20,507 +172
Mar10 090623 1376.0 1394.3 1376.0 1394.3 +13.7 416 6,415 -38
May10 090623 1395.8 1395.8 1395.8 1395.8 +13.7 3 2,575 +3
Jul10 090623 1397.2 1397.2 1397.2 1397.2 +13.7 73 2,894 -17
Sep10 090623 1399.1 1399.1 1399.1 1399.1 +13.7 0 62 +0
Total Volume and Open Interest 32,130 111,380 +3,640
Platinum(NYMEX)
Jul09 090623 1166.7 1173.4 1155.6 1165.4 -3.7 1,863 12,955 -918
Oct09 090623 1180.0 1181.0 1163.1 1173.6 -3.5 1,142 10,724 +836
Jan10 090623 1180.6 1180.6 1177.1 1177.1 -3.5 1 227 +0
Total Volume and Open Interest 3,006 23,906 -82
Palladium(NYMEX)
Jun09 090623 230.90 236.80 230.90 236.80 +3.35 2 267 -1
Sep09 090623 235.60 237.90 230.50 237.00 +3.10 536 15,565 -39
Dec09 090623 238.00 238.30 232.35 238.20 +3.10 2 290 +0
Total Volume and Open Interest 540 16,122 -40
Copper(CMX)
Jul09 090623 212.30 220.20 211.15 219.85 +6.65 18,856 24,051 -4,515
Sep09 090623 213.70 221.50 212.35 221.20 +6.80 9,368 64,348 +3,372
Dec09 090623 216.20 222.40 216.20 222.20 +6.75 628 11,969 +409
Mar10 090623 222.65 222.65 222.20 222.65 +6.75 28 2,269 -2
May10 090623 222.75 222.75 222.75 222.75 +6.75 1 614 +0
Total Volume and Open Interest 29,747 113,345 -402
Aluminum(CMX)
Jun09 090623 73.75 73.75 73.75 73.75 +1.50      
Jul09 090623 74.25 74.25 74.25 74.25 +1.50      
Aug09 090623 74.75 74.75 74.75 74.75 +1.50      
Sep09 090623 75.25 75.25 75.25 75.25 +1.50      
Oct09 080724 0.17 0.17 0.17 0.17 unch      
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep09 090623 8285 8324 8228 8257 -26 1,188 7,357 +468
Dec09 090623 8220 8220 8199 8199 -31 25 38 +20
Mar10 090623 8157 8183 8157 8157 -26 1 1 +1
Jun10 090623 8107 8133 8107 8107 -26      
Total Volume and Open Interest 1,214 7,396 +489
S & P 500(CME)
Sep09 090623 888.40 894.30 884.30 890.20 +1.60 24,575 382,111 +5,196
Dec09 090623 886.00 890.40 880.40 886.00 +1.60 64 6,745 +123
Mar10 090623 882.60 887.00 877.00 882.60 +1.60 0 3,194 +0
Jun10 090623 880.60 885.00 875.00 880.60 +1.60 0 2 -11
Total Volume and Open Interest 24,639 392,052 +5,308
S & P 500 E-Mini(Globex)
Sep09 090623 888.75 894.50 884.25 890.25 +1.75 2,041,598 2,261,507 +2,657
Dec09 090623 883.75 890.00 880.50 886.00 +1.50 1,197 2,774 +593
Total Volume and Open Interest 1,625,094 2,264,302 +3,251
NASDAQ 100(CME)
Sep09 090623 1427.80 1434.00 1411.00 1424.00 -4.00 1,990 11,431 +539
Dec09 090623 1423.00 1423.00 1420.80 1423.00 -4.00 0 12 +0
Mar10 090623 1422.00 1422.00 1419.80 1422.00 -4.00      
Total Volume and Open Interest 1,990 11,443 +539
NASDAQ 100 E-Mini(Globex)
Sep09 090623 1427.80 1434.30 1412.00 1424.00 -4.00 280,991 233,798 +2,186
Dec09 090623 1425.50 1432.30 1411.50 1423.00 -4.00 12 26 +8
Total Volume and Open Interest 281,003 233,825 +2,194
S & P Midcap 400(CME)
Sep09 090623 557.00 558.00 549.00 551.10 -6.00 4 2,427 +1
Dec09 090623 549.10 549.60 549.10 549.10 -6.00      
Mar10 090623 547.10 548.60 547.10 547.10 -7.00      
Total Volume and Open Interest 4 2,427 +1
Russell 2000(CME)
Sep09 090623 0.05 0.05 0.05 0.05 unch 556 5,152 +271
Dec09 090623 0.05 0.05 0.05 0.05 unch 0 2,275 +0
Mar10 090623 0.05 0.05 0.05 0.05 unch 0 4,374 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090623 9610 9650 9500 9550 -270 90,840 142,148 +1,298
Dec09 090623 9510 9510 9510 9510 -270 40 769 +10
Total Volume and Open Interest 90,885 148,653 +2,643
Nikkei 225(SGX)
Sep09 090623 9610 9650 9500 9550 -270 90,840 142,148 +1,298
Dec09 090623 9510 9510 9510 9510 -270 40 769 +10
Mar10 090623 9525 9525 9525 9525 -275 0 75 +0
Total Volume and Open Interest 90,885 148,653 +2,643
CAC 40(EURONEXT)
Jul09 090623 3103.5 3140.0 3093.0 3112.0 -8.0 139,382 368,092 +26,638
Aug09 090623 3109.0 3135.5 3102.0 3113.0 -8.0 150 332 +92
Sep09 090623 3100.0 3137.0 3094.0 3110.0 -8.5 849 38,668 +25
Total Volume and Open Interest 140,382 409,710 -273,853
Hang Seng Index(HKFE)
Jun09 090623 17513 17658 17325 17471 -574 79,930 82,870 +542
Jul09 090623 17503 17650 17324 17476 -563 1,745 6,141 +1,408
Total Volume and Open Interest 81,818 91,639 +1,942
DAX(EUREX)
Sep09 090623 4684.0 4757.0 4673.0 4707.5 -153.5 56,207 109,113 +12,256
Dec09 090623 4686.5 4757.0 4685.0 4712.5 -154.0 7,419 8,087 +519
Mar10 090623 4750.0 4750.0 4724.0 4724.0        
FT-SE 100(EURONEXT)
Sep09 090623 4189.50 4232.50 4182.50 4193.50 -15.00 142,169 625,339 -799
Dec09 090623 4160.00 4199.00 4160.00 4165.50 -15.00 5 4,368 +1
Mar10 090623 4140.50 4140.50 4140.50 4140.50 -15.00      
Total Volume and Open Interest 142,174 629,707 -194,944
SPI 200(SFE)
Jun09 090618 3898.0 3923.0 3853.0 3922.0 +25.0 83,915 210,038 -62,039
Sep09 090623 3884.0 3886.0 3757.0 3767.0 -122.0 22,188 236,151 -11,422
Dec09 090623 3775.0 3780.0 3774.0 3774.0 -123.0 0 3,501 +0
Total Volume and Open Interest 22,188 243,460 -11,422
GSCI(CME)
Jul09 090623 445.00 453.00 440.50 450.00 +9.00 637 15,980 -67
Aug09 090623 456.00 456.00 445.00 456.00 +9.50 2 0 +0
Sep09 090623 459.00 459.00 449.00 459.00 +7.00      
Total Volume and Open Interest 639 15,980 -67
Reuters CCI(ICE)
Aug09 090519 411.50 411.50 411.50 411.50 +6.00 0 417 +1
Nov09 090519 424.50 424.50 424.50 424.50 +8.00 0 4 +0
Jan10 090519 430.00 430.00 430.00 430.00 +8.50 0 11 +0
Total Volume and Open Interest 0 151 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.